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AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+3.43%
1 Year Est. Return
+27.01%
3 Year Est. Return
+77.25%
5 Year Est. Return
+160.09%
10 Year Est. Return
+1,244.43%
AUM
$8.67B
AUM Growth
+$539M
Cap. Flow
-$2.87B
Cap. Flow %
-33.13%
Top 10 Hldgs %
27.79%
Holding
544
New
97
Increased
101
Reduced
42
Closed
62

Top Buys

Rank Stock Value
1
CA
CA, Inc.
CA
+$186M
2
FCE.A
Forest City Realty Trust, Inc.
FCE.A
+$121M
3
DNB
Dun & Bradstreet
DNB
+$93.2M
4
SODA
SodaStream International Ltd
SODA
+$85.4M
5
EGN
Energen
EGN
+$81.6M

Top Sells

Rank Stock Value
1
CAVM
Cavium, Inc.
CAVM
+$182M
2
WGL
Wgl Holdings
WGL
+$151M
3
RSPP
RSP Permian, Inc.
RSPP
+$149M
4
VR
Validus Hold Ltd
VR
+$142M
5
XL
XL Group Ltd.
XL
+$107M

Sector Composition

Rank Sector Weight
1 Technology 11.3%
2 Financials 6.26%
3 Healthcare 5.17%
4 Utilities 4.29%
5 Energy 4.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VCV icon
351
Invesco California Value Municipal Income Trust
VCV
$515M
$141K ﹤0.01%
12,012
-7,944
-40% -$94.6K
HUNTW
352
DELISTED
Hunter Maritime Acquisition Corp. Warrant
HUNTW
$141K ﹤0.01%
+470,000
New +$195K
NKG
353
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
$140K ﹤0.01%
12,710
+866
+7% +$9.71K
NBH
354
Neuberger Municipal Fund Inc
NBH
$304M
$138K ﹤0.01%
+10,247
New +$138K
NIQ
355
DELISTED
NUVEEN INTERMEDIATE DURATION QUALITY MUNICIPAL TERM FUND
NIQ
$136K ﹤0.01%
11,053
+467
+4% +$5.83K
KSM
356
DELISTED
DWS Strategic Municipal Income Trust
KSM
$135K ﹤0.01%
12,769
+619
+5% +$6.69K
NCA icon
357
Nuveen California Municipal Value Fund
NCA
$299M
$131K ﹤0.01%
13,963
– –
NEV
358
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
$131K ﹤0.01%
10,045
-3,118
-24% -$43K
VTA
359
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$128K ﹤0.01%
+11,164
New +$128K
BNY
360
DELISTED
BlackRock New York Municipal Income Trust
BNY
$125K ﹤0.01%
+10,324
New +$129K
TPGH.WS
361
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
$117K ﹤0.01%
+66,666
New +$111K
EIV
362
DELISTED
Eaton Vance Municipal Bond Fund II
EIV
$117K ﹤0.01%
10,062
-2,436
-19% -$28.9K
IAMXR
363
DELISTED
I-AM Capital Acquisition Company Right
IAMXR
$115K ﹤0.01%
225,000
– –
MHI
364
DELISTED
Pioneer Municipal High Income Fund
MHI
$112K ﹤0.01%
10,070
-10,276
-51% -$118K
HCCHR
365
DELISTED
HL Acquisitions Corp. Right
HCCHR
$108K ﹤0.01%
+270,000
New +$106K
BFIIW
366
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
$100K ﹤0.01%
250,000
– –
BRPAR
367
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$100K ﹤0.01%
200,000
– –
HCCHW
368
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
$97K ﹤0.01%
+270,000
New +$114K
BRACW
369
DELISTED
Black Ridge Acquisition Corp. Warrant
BRACW
$95K ﹤0.01%
210,000
– –
BHACR
370
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
$93K ﹤0.01%
487,260
– –
DMF
371
DELISTED
BNY Mellon Municipal Income
DMF
$90K ﹤0.01%
11,461
+538
+5% +$4.33K
OPRA
372
Opera Ltd
OPRA
$1.65B
$90K ﹤0.01%
+10,000
New +$116K
IPOA.WS
373
DELISTED
Social Capital Hedosophia Holdings Corp. Warrants, each whole warrant exercisable for one Class A Or
IPOA.WS
$89K ﹤0.01%
83,334
– –
STLRW
374
DELISTED
Stellar Acquisition III Inc. Warrants
STLRW
$81K ﹤0.01%
+600,000
New +$124K
BCACR
375
DELISTED
Bison Capital Acquistion Corp Rights
BCACR
$80K ﹤0.01%
150,000
– –
13 14
15
16 17

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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AQR Arbitrage's Q3 2018 Portfolio in Review

As of Q3 2018, AQR Arbitrage held 544 positions worth $8.67B, up 6.6% from $8.13B the previous quarter. Its ten largest holdings account for 28% of the portfolio.

AQR Arbitrage withdrew a net $2.87B in Q3 2018, closing 62 positions and reducing 42 holdings. Its most notable exit was Cavium, Inc., an estimated $182M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, down from 13% a quarter earlier, followed by Financials and Healthcare.

Against the trend, AQR Arbitrage opened a new position in CA, Inc. worth $191M.

  • AQR Arbitrage's largest Q3 2018 buy was CA, Inc.: 4,321,754 shares worth $191M.
  • AQR Arbitrage added most to Pinnacle Foods, Inc. in Q3 2018, an estimated $73.7M increase.
  • AQR Arbitrage's biggest Q3 2018 reduction was Altaba Inc, cutting an estimated $65.5M.
  • AQR Arbitrage fully exited Cavium, Inc. in Q3 2018, selling an estimated $182M.
  • AQR Arbitrage's ten largest holdings make up 28% of its $8.67B portfolio in Q3 2018.
  • AQR Arbitrage opened 97 new positions and closed 62 in Q3 2018.
  • AQR Arbitrage's portfolio value rose 6.6% quarter-over-quarter to $8.67B.

Based on AQR Arbitrage's 13F filing for Q3 2018, filed 14 Nov 2018.